+2,248.6%
ALL vs IRM
+9,145.3%
-6,896.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.4% | -4.7% |
| 7D | -1.9% | -8.6% | +6.7% | +0.2% |
| 30D | +13.8% | -8.0% | +21.8% | +15.9% |
| 3M | -7.0% | -12.0% | +5.0% | -4.4% |
| 6M | +18.0% | -18.2% | +36.2% | +23.0% |
| YTD | +24.2% | +31.4% | -7.2% | +12.8% |
| 1Y | +31.2% | +9.2% | +22.0% | +25.0% |
| 3Y | +107.5% | +94.6% | +13.0% | +64.6% |
| 5Y | +144.8% | +170.2% | -25.4% | +74.3% |
| 10Y | +375.8% | +464.3% | -88.5% | +167.5% |
| All | +2,248.6% | +9,145.3% | -6,896.8% | +729.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling